How your CV stacks up
Upload your CV to see how well it fits this job role
?%
Market Risk Manager
Valuation Analyst – Quantitative Modelling & Treasury (UK-Based)
About BBVA
Excited to grow your career with BBVA, a global leader with over 160 years of history and operations across 25+ countries, serving 80+ million customers. We’re a multidisciplinary collective of 121,000 talents—financial experts, engineers, data scientists, developers, legal advisors, and designers—collaborating to drive value in a dynamic environment.
Key Responsibilities
- Defining valuation criteria for:
- Trading Book
- Banking Book portfolios not measured at amortised cost
- Managing Prudent Valuation Adjustments (AVA)
- Handling Treasury Share Deduction metrics
- Determining IFRS 13 fair value hierarchy (Levelling) thresholds
- Applying Independent Price Verification (IPV) frameworks
- Overseeing the liquidity framework
Key Tasks & Accountabilities
- Calculation and monitoring of Additional Valuation Adjustments (AVA)
- Classification, monitoring, and application of Levelling criteria under IFRS 13
- Treasury Share Deduction calculations & tracking against regulatory thresholds for financial holding entities
- Reporting and reporting of valuation adjustments
- Off-System Transactions (Non-System Trades) – Calculation, monitoring, and metrics-related responsibilities
- Liquidity framework participation and support
Reasons to use Rodeo
Start with a chat, not a search bar
Grad scheme, placement, apprenticeship? Not sure what you want yet — that's fine. Your agent talks it through with you and turns "I have no idea" into a shortlist.
It searches the market for you
Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.
Only hits
No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.
What Are We Looking For?
Education
- Master’s degree in Economics, Finance, Mathematics, Physics, Engineering, or a related quantitative field.
- Bonus: Financial certifications (e.g., FRM/ CFA) highly valued.
Experience
- Minimum 4 years of professional experience (industry/role agnostic but quant-focused preferred).
Technical Skills
- 3+ years of development experience in Python (or similar high-level language).
- Intermediate-advanced proficiency in Microsoft Excel.
Key Knowledge
- Deep understanding of:
- Regulatory frameworks (e.g. Basel, ESMA) // IFRS 13 standards
- Accounting norms (asset/liability valuation, private financial instruments)
- OTC markets and unlisted/private transactions.
Get help with your application
Your very own career expert that helps elevate your application to the next level.
Soft Skills
- Analytical acumen: ability to model and validate edge-case assumptions
- Communication: clarity with stakeholders (ECBs, auditors, executive committees)
- Problem-solving: troubleshooting unusual transaction traitements or accounting puzzles
- Teamwork with cross-functional partners (Risk, Αudit, Treasury)
Languages
- Fluency in English (C1 level) required.
- Spanish (a plus—preferred but not mandatory).
Priority Note
Candidates eligible to work in the United Kingdom will be first considered.
Related Proficiencies (*Optional)
- Commodities/futures/NTM Derivatives analysis
- Human Resources (SIP/FD metrics) familiarity
- Market-making: capabilities for OTC markets exposure
- Risk management lifecycle projects experience
“It took my CV and asked me questions relevant to understanding what kind of jobs to suggest for me. Suggestions were almost perfect. Jobs were exactly what I’ve been looking for.”
Jessica, London
Skills
Location